+95.0%
ROST vs TSN
+41.9%
+53.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +0.5% | +8.5% | -8.0% | -0.5% |
| 3M | -5.2% | +5.3% | -10.5% | -5.9% |
| 6M | +9.8% | -10.5% | +20.3% | +11.6% |
| YTD | +29.4% | +3.0% | +26.4% | +28.1% |
| 1Y | +44.4% | +12.1% | +32.2% | +40.6% |
| 3Y | +95.0% | +43.1% | +51.9% | +77.9% |
| All | +95.0% | +41.9% | +53.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling